# statsmodels.stats.outliers_influence.OLSInfluence¶

class statsmodels.stats.outliers_influence.OLSInfluence(results)[source]

class to calculate outlier and influence measures for OLS result

Parameters
resultsRegressionResults

currently assumes the results are from an OLS regression

Notes

One part of the results can be calculated without any auxiliary regression (some of which have the _internal postfix in the name. Other statistics require leave-one-observation-out (LOOO) auxiliary regression, and will be slower (mainly results with _external postfix in the name). The auxiliary LOOO regression only the required results are stored.

Using the LOO measures is currently only recommended if the data set is not too large. One possible approach for LOOO measures would be to identify possible problem observations with the _internal measures, and then run the leave-one-observation-out only with observations that are possible outliers. (However, this is not yet available in an automated way.)

This should be extended to general least squares.

The leave-one-variable-out (LOVO) auxiliary regression are currently not used.

Methods

 calculate studentized residuals plot_index([y_var, threshold, title, ax, idx]) index plot for influence attributes plot_influence([external, alpha, criterion, …]) Plot of influence in regression. Creates a DataFrame with all available influence results. summary_table([float_fmt]) create a summary table with all influence and outlier measures

Properties

 cooks_distance Cooks distance cov_ratio covariance ratio between LOOO and original det_cov_params_not_obsi determinant of cov_params of all LOOO regressions dfbeta dfbetas dfbetas uses results from leave-one-observation-out loop dffits dffits measure for influence of an observation dffits_internal dffits measure for influence of an observation ess_press Error sum of squares of PRESS residuals hat_diag_factor Factor of diagonal of hat_matrix used in influence hat_matrix_diag Diagonal of the hat_matrix for OLS influence Influence measure params_not_obsi parameter estimates for all LOOO regressions resid_press PRESS residuals resid_std estimate of standard deviation of the residuals resid_studentized Studentized residuals using variance from OLS resid_studentized_external Studentized residuals using LOOO variance resid_studentized_internal Studentized residuals using variance from OLS resid_var estimate of variance of the residuals sigma2_not_obsi error variance for all LOOO regressions